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TRMF: Temporally Regularized Matrix Factorization
Functions to estimate temporally regularized matrix factorizations (TRMF) for forecasting and imputing values in short but high-dimensional time series. Uses regularized alternating least squares to compute the factorization, allows for several types of constraints on matrix factors and natively handles weighted and missing data.
Getting started
Browse package contents
Package details |
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| Author | Chad Hammerquist [aut, cre], Scentsy Inc [cph] |
| Maintainer | Chad Hammerquist <chammerquist@scentsy.com> |
| License | GPL-3 |
| Version | 0.2.1 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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